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RODM vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between RODM and ^GSPC is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

RODM vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
79.57%
163.45%
RODM
^GSPC

Key characteristics

Sharpe Ratio

RODM:

1.62

^GSPC:

0.52

Sortino Ratio

RODM:

2.23

^GSPC:

0.86

Omega Ratio

RODM:

1.33

^GSPC:

1.13

Calmar Ratio

RODM:

2.14

^GSPC:

0.54

Martin Ratio

RODM:

7.71

^GSPC:

2.16

Ulcer Index

RODM:

2.93%

^GSPC:

4.70%

Daily Std Dev

RODM:

14.01%

^GSPC:

19.42%

Max Drawdown

RODM:

-35.98%

^GSPC:

-56.78%

Current Drawdown

RODM:

0.00%

^GSPC:

-9.49%

Returns By Period

In the year-to-date period, RODM achieves a 13.42% return, which is significantly higher than ^GSPC's -5.45% return. Over the past 10 years, RODM has underperformed ^GSPC with an annualized return of 6.07%, while ^GSPC has yielded a comparatively higher 10.21% annualized return.


RODM

YTD

13.42%

1M

3.62%

6M

10.98%

1Y

21.28%

5Y*

10.93%

10Y*

6.07%

^GSPC

YTD

-5.45%

1M

-0.36%

6M

-4.66%

1Y

8.69%

5Y*

13.87%

10Y*

10.21%

*Annualized

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Risk-Adjusted Performance

RODM vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RODM
The Risk-Adjusted Performance Rank of RODM is 9191
Overall Rank
The Sharpe Ratio Rank of RODM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of RODM is 9090
Sortino Ratio Rank
The Omega Ratio Rank of RODM is 9191
Omega Ratio Rank
The Calmar Ratio Rank of RODM is 9393
Calmar Ratio Rank
The Martin Ratio Rank of RODM is 9090
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7474
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RODM vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for RODM, currently valued at 1.62, compared to the broader market-1.000.001.002.003.004.00
RODM: 1.62
^GSPC: 0.52
The chart of Sortino ratio for RODM, currently valued at 2.23, compared to the broader market-2.000.002.004.006.008.00
RODM: 2.23
^GSPC: 0.86
The chart of Omega ratio for RODM, currently valued at 1.33, compared to the broader market0.501.001.502.002.50
RODM: 1.33
^GSPC: 1.13
The chart of Calmar ratio for RODM, currently valued at 2.14, compared to the broader market0.002.004.006.008.0010.0012.00
RODM: 2.14
^GSPC: 0.54
The chart of Martin ratio for RODM, currently valued at 7.71, compared to the broader market0.0020.0040.0060.00
RODM: 7.71
^GSPC: 2.16

The current RODM Sharpe Ratio is 1.62, which is higher than the ^GSPC Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of RODM and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.62
0.52
RODM
^GSPC

Drawdowns

RODM vs. ^GSPC - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RODM and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-9.49%
RODM
^GSPC

Volatility

RODM vs. ^GSPC - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 9.08%, while S&P 500 (^GSPC) has a volatility of 14.11%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.08%
14.11%
RODM
^GSPC